Re: Multiple interpolation methods for YieldTermStructure
Posted by
Luigi Ballabio on
Apr 09, 2014; 2:42pm
URL: http://quantlib.414.s1.nabble.com/Multiple-interpolation-methods-for-YieldTermStructure-tp15064p15124.html
Hello,
it's not easy to do. You'd have to create an interpolation class for that and the corresponding traits class.
Luigi
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